bootstrap_sample: Block Bootstrap Sample

In CovEsts: Nonparametric Estimators for Covariance Functions

Block Bootstrap Sample

Description

This function generates block bootstrap samples for either moving block bootstrap or circular bootstrap.

Usage

bootstrap_sample(X, l, k, boot_type = "moving")

Arguments

X	A vector representing observed values of the time series.
l	The block length considered for bootstrap.
k	The number of blocks considered for bootstrap.
boot_type	What type of block bootstrap should be used, either 'moving' for moving block bootstrap or 'circular' for circular block bootstrap.

Details

This function generates a block bootstrap sample for a time series X. For the moving block bootstrap and circular bootstrap procedures see block_bootstrap and the included references.

Value

A vector of length length(X) whose values are a bootstrapped time series.

References

Chapters 2.5 and 2.7 in Lahiri, S. N. (2003). Resampling Methods for Dependent Data. Springer. https://doi.org/10.1007/978-1-4757-3803-2

Künsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations. The Annals of Statistics 17(3), 1217-1241. https://doi.org/10.1214/aos/1176347265

Politis, D. N. & Romano, J. P. (1991). A Circular Block-Resampling Procedure for Stationary Data. In R. LePage & L. Billard, eds, Exploring the Limits of Bootstrap, Wiley, 263-270.

Examples

X <- c(1, 2, 3, 3, 2, 1)
bootstrap_sample(X, 2, 3)

CovEsts documentation built on Sept. 10, 2025, 10:39 a.m.